They tend to be somewhat expensive, but I'd be shocked if they don't have it at NY Cake & Decorating, on W 23rd just east of 6th Ave.

One of the Union Square market vendors sells it too - I have no idea how they compare in general, nor more specifically for your purpose. Personally, I'd start with the storebought stuff first, it's almost surely what the recipe author had in mind. Or get both, if you're feeling experimental and the USQ person is willing to say what they've got is edible - they sell either mostly or exclusively non-food wax things.